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type_genre:"Article in journal"
subject:"Schätzung"
~person:"Tzavalis, Elias"
~subject:"Wechselkurs"
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Schätzung
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Theorie
27
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27
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11
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9
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9
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7
Prognoseverfahren
7
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7
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5
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5
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Tzavalis, Elias
Gil-Alaña, Luis A.
34
Caporale, Guglielmo Maria
33
Bahmani-Oskooee, Mohsen
30
MacDonald, Ronald
29
Serletis, Apostolos
27
Kumbhakar, Subal
25
Taylor, Mark P.
25
Gupta, Rangan
24
Moosa, Imad A.
23
Hsing, Yu
21
Bollerslev, Tim
18
Lai, Ching-chong
18
Wohar, Mark E.
18
Engel, Charles
16
Peel, David
16
Pierdzioch, Christian
16
Chang, Tsangyao
15
Devereux, Michael B.
15
Arize, Augustine Chuck
14
Chang, Wen-ya
14
De Grauwe, Paul
14
Rose, Andrew
14
Apergēs, Nikolaos
13
Engsted, Tom
13
Fabozzi, Frank J.
13
Artus, Patrick
12
Belke, Ansgar
12
Bleaney, Michael F.
12
Creedy, John
12
Ghysels, Eric
12
Koop, Gary
12
Koopman, Siem Jan
12
Pesaran, M. Hashem
12
Tsionas, Efthymios G.
12
Beckmann, Joscha
11
Blundell, Richard W.
11
Chan, Joshua
11
Franses, Philip Hans
11
Herwartz, Helmut
11
Jawadi, Fredj
11
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Journal of empirical finance
2
Econometric reviews
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of economics and finance : JEF
1
Journal of money, credit and banking : JMCB
1
Review of development economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
11
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1
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
2
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
3
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios
;
Elias, Nikolaos
;
Smyrnakis, …
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 252-269
Persistent link: https://www.econbiz.de/10012496681
Saved in:
4
Real term structure forecasts of consumption growth
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Journal of empirical finance
33
(
2015
),
pp. 208-222
Persistent link: https://www.econbiz.de/10011556880
Saved in:
5
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
6
Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011311197
Saved in:
7
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
8
Inflation and exchange rate regimes in Mexico
Li, Carmen A.
;
Philippopulos, Apostolēs
;
Tzavalis, Elias
- In:
Review of development economics
4
(
2000
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10001469134
Saved in:
9
On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.
;
Tzavalis, Elias
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
Saved in:
10
A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests
Tzavalis, Elias
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
3
(
1998
)
3
,
pp. 229-239
Persistent link: https://www.econbiz.de/10001434205
Saved in:
11
Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure
Tzavalis, Elias
- In:
Journal of money, credit and banking : JMCB
29
(
1997
)
3
,
pp. 364-380
Persistent link: https://www.econbiz.de/10001226631
Saved in:
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